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More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue
Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 187-199
Persistent link: https://www.econbiz.de/10003190829
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The wild bootstrap, tamed at last
Davidson, Russell; Flachaire, Emmanuel - 2001
Persistent link: https://www.econbiz.de/10001554395
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The wild bootstrap, tamed at last
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001700710
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The wild bootstrap, tamed at last
Davidson, Russell; Flachaire, Emmanuel - In: Journal of econometrics 146 (2008) 1, pp. 162-169
Persistent link: https://www.econbiz.de/10003778276
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The Wild Bootstrap, Tamed at Last
Flachaire, Emmanuel - 2008
Various versions of the wild bootstrap are studied as applied to regression models with heteroskedastic errors. It is shown that some versions can be qualified as amp;apos'tamedamp;apos', in the sense that the statistic bootstrapped is asymptotically independent of the distribution of the wild...
Persistent link: https://www.econbiz.de/10012772640